Modern Stochastics: Theory and Applications

11K55 L. Sydoruk, G. Torbin, On singularity of distribution of random variables with independent symbols of Oppenheim expansions, 273

26A48 Yu. Davydov, R. Zitikis, Quantifying non-monotonicity of functions and the lack of positivity in signed measures, 219

A.A. Gushchin, D.A. Borzykh, Integrated quantile functions: properties and applications, 285

28E05 Yu. Davydov, R. Zitikis, Quantifying non-monotonicity of functions and the lack of positivity in signed measures, 219

37E10 K. Gelfert, Ö. Stenflo, Random iterations of homeomorphisms on the circle, 253

37Hxx K. Gelfert, Ö. Stenflo, Random iterations of homeomorphisms on the circle, 253

44A35 I.M. Andrulytė, M. Manstavičius, J. Šiaulys, Randomly stopped maximum and maximum of sums with consistently varying distributions, 65

60B10 K. Gelfert, Ö. Stenflo, Random iterations of homeomorphisms on the circle, 253

A.A. Gushchin, D.A. Borzykh, Integrated quantile functions: properties and applications, 285

60E05 I.M. Andrulytė, M. Manstavičius, J. Šiaulys, Randomly stopped maximum and maximum of sums with consistently varying distributions, 65

A.A. Gushchin, D.A. Borzykh, Integrated quantile functions: properties and applications, 285

60F05 A. Marynych, G. Verovkin, A functional limit theorem for random processes with immigration in the case of heavy tails, 93

P. Parczewski, The self-normalized Donsker theorem revisited, 189

60F10 I.M. Andrulytė, M. Manstavičius, J. Šiaulys, Randomly stopped maximum and maximum of sums with consistently varying distributions, 65

60F15 F. Freund, M. Möhle, On the size of the block of 1 for Ξ-coalescents with dust, 407

60F17 P. Parczewski, The self-normalized Donsker theorem revisited, 189

G. Kulinich, S. Kushnirenko, Asymptotic behavior of functionals of the solutions to inhomogeneous Itô stochastic differential equations with nonregular dependence on parameter, 199

60F25 M. Eddahbi, I. Fakhouri, Y. Ouknine, ${\mathbb{L}}^{p}(p\ge 2)$-solutions of generalized BSDEs with jumps and monotone generator in a general filtration, 25

60G09 F. Freund, M. Möhle, On the size of the block of 1 for Ξ-coalescents with dust, 407

60G10 M. Voutilainen, L. Viitasaari, P. Ilmonen, On model fitting and estimation of strictly stationary processes, 381

60G18 M. Voutilainen, L. Viitasaari, P. Ilmonen, On model fitting and estimation of strictly stationary processes, 381

60G30 L. Sydoruk, G. Torbin, On singularity of distribution of random variables with independent symbols of Oppenheim expansions, 273

60G50 K. Buchak, L. Sakhno, Compositions of Poisson and Gamma processes, 161

60G51 K. Buchak, L. Sakhno, Compositions of Poisson and Gamma processes, 161

60G55 K. Buchak, L. Sakhno, Compositions of Poisson and Gamma processes, 161

O. Ragulina, The risk model with stochastic premiums, dependence and  a threshold dividend strategy, 315

F. Freund, M. Möhle, On the size of the block of 1 for Ξ-coalescents with dust, 407

60G57 K. Gelfert, Ö. Stenflo, Random iterations of homeomorphisms on the circle, 253

60H10 M. Eddahbi, I. Fakhouri, Y. Ouknine, ${\mathbb{L}}^{p}(p\ge 2)$-solutions of generalized BSDEs with jumps and monotone generator in a general filtration, 25

G. Kulinich, S. Kushnirenko, Asymptotic behavior of functionals of the solutions to inhomogeneous Itô stochastic differential equations with nonregular dependence on parameter, 199

60H20 M. Eddahbi, I. Fakhouri, Y. Ouknine, ${\mathbb{L}}^{p}(p\ge 2)$-solutions of generalized BSDEs with jumps and monotone generator in a general filtration, 25

M. Marzougue, M. El Otmani, Double barrier reflected BSDEs with stochastic Lipschitz coefficient, 353

60H30 M. Marzougue, M. El Otmani, Double barrier reflected BSDEs with stochastic Lipschitz coefficient, 353

60J05 K. Gelfert, Ö. Stenflo, Random iterations of homeomorphisms on the circle, 253

60J60 G. Kulinich, S. Kushnirenko, Asymptotic behavior of functionals of the solutions to inhomogeneous Itô stochastic differential equations with nonregular dependence on parameter, 199

60J75 F. Freund, M. Möhle, On the size of the block of 1 for Ξ-coalescents with dust, 407

60K05 A. Marynych, G. Verovkin, A functional limit theorem for random processes with immigration in the case of heavy tails, 93

60K15 G. D’Amico, M. Guillen, R. Manca, F. Petroni, Multi-state models for evaluating conversion options in life insurance, 127

62E15 A.A. Gushchin, D.A. Borzykh, Integrated quantile functions: properties and applications, 285

62E20 I.M. Andrulytė, M. Manstavičius, J. Šiaulys, Randomly stopped maximum and maximum of sums with consistently varying distributions, 65

62F10 O. Hössjer, L. Alfredsson, A. Hedström, M. Lekman, I. Kockum, T. Olsson, Quantifying and estimating additive measures of interaction from case-control data, 109

62F12 O. Hössjer, L. Alfredsson, A. Hedström, M. Lekman, I. Kockum, T. Olsson, Quantifying and estimating additive measures of interaction from case-control data, 109

62F25 O. Hössjer, L. Alfredsson, A. Hedström, M. Lekman, I. Kockum, T. Olsson, Quantifying and estimating additive measures of interaction from case-control data, 109

62J12 O. Hössjer, L. Alfredsson, A. Hedström, M. Lekman, I. Kockum, T. Olsson, Quantifying and estimating additive measures of interaction from case-control data, 109

62M09 M. Voutilainen, L. Viitasaari, P. Ilmonen, On model fitting and estimation of strictly stationary processes, 381

62M10 M. Voutilainen, L. Viitasaari, P. Ilmonen, On model fitting and estimation of strictly stationary processes, 381

62P05 Yu. Davydov, R. Zitikis, Quantifying non-monotonicity of functions and the lack of positivity in signed measures, 219

O. Ragulina, The risk model with stochastic premiums, dependence and  a threshold dividend strategy, 315

62P10 O. Hössjer, L. Alfredsson, A. Hedström, M. Lekman, I. Kockum, T. Olsson, Quantifying and estimating additive measures of interaction from case-control data, 109

65C30 M. Marzougue, M. El Otmani, Double barrier reflected BSDEs with stochastic Lipschitz coefficient, 353

90B25 G. D’Amico, M. Guillen, R. Manca, F. Petroni, Multi-state models for evaluating conversion options in life insurance, 127

91B30 O. Ragulina, The risk model with stochastic premiums, dependence and  a threshold dividend strategy, 315

94A17 M. Kelbert, I. Stuhl, Y. Suhov, Weighted entropy: basic inequalities, 233

97M30 Yu. Davydov, R. Zitikis, Quantifying non-monotonicity of functions and the lack of positivity in signed measures, 219